+89.6%
BURL vs CRL
+72.9%
+16.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | -2.3% |
| 7D | +3.5% | -16.8% | +20.2% | +6.3% |
| 30D | -9.3% | +2.6% | -11.9% | -10.2% |
| 3M | -32.1% | +20.1% | -52.2% | -34.8% |
| 6M | -19.8% | +68.8% | -88.7% | -28.4% |
| YTD | -13.2% | +56.9% | -70.1% | -21.8% |
| 1Y | -7.8% | +86.7% | -94.5% | -20.2% |
| All | +89.6% | +72.9% | +16.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling